Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -11247997.0969 | -57465.2423 | -11190531.8545 | 28068825.4341 | 38098402.236 | -10029576.802 |
Total P&L (%) | -11247.9971 | -57.4652 | -11190.5319 | 28068.8254 | 38098.4022 | -10029.5768 |
Avg Daily Profit (%) | -6.0134 | -0.0307 | -5.9826 | 0.302 | 0.3184 | 0 |
Buy And Hold Return (%) | 13187.1994 | 13187.1994 | 13187.1994 | 13187.1994 | 13187.1994 | 13187.1994 |
Max Trade Drawdown | -11407951 | -128144 | -11305838 | -40840155 | -6837950 | -52694412 |
Profit Factor | 0.0266 | 0.6849 | 0.0161 | 1.3546 | 4.2077 | 0.8509 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 47 | 23 | 24 | 39 | 20 | 19 |
Losing Trades | 13 | 7 | 6 | 21 | 10 | 11 |
Profitability (%) | 78.3333 | 76.6667 | 80 | 65 | 66.6667 | 63.3333 |
Ratio Avg Win / Avg Loss | 0.0074 | 0.2084 | 0.004 | 0.7294 | 2.1038 | 0.4926 |
Largest Winning Trade | 28443 | 17625 | 28443 | 44238315 | 16716731 | 44238315 |
Largest Losing Trade | -10761720 | -50843 | -10761720 | -40840155 | -6837950 | -40840155 |
Avg Bars in Trades | 108 | 45 | 171 | 108 | 45 | 171 |
Avg Bars in Winners | 26 | 10 | 42 | 75 | 45 | 107 |
Avg Bars in Losers | 402 | 158 | 687 | 168 | 44 | 281 |
Bars Traded | 6496 | 1360 | 5136 | 6496 | 1360 | 5136 |
Profit Streak | 0 | 0 | 233.569 | 0 | 0 | 233.569 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -750604 | -577368 | -575557 | -169927 | 545994 | -577718 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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